Rokos Capital Management LLP

CIK

1666335

Location

LONDON, X0

Portfolio Value

Large $26,153,858,632

Diversification

Highly concentrated

Reports for

Rokos Capital Management (US) LP

Filing Date

Global Rank

#269 / 8,675 ▲ 130

Top Industry

Internet Content & Information 18.6%

3Y Alpha vs SPY

+48.9%

Period ended 2 months ago

Filed Aug 14, 2026 · 16d

25 quarters · since Jun 2020

Clone Performance

Aug 2023–Aug 2026 · vs SPY

Hypothetical growth of buying every stock this filer reported holding, rebalancing on each filing and indexed to the same start. Option positions cannot be bought this way and are left out.

Not a measure of this manager's performance. Most of Rokos Capital Management LLP's reported book is option positions, which a stock-only clone cannot replicate. The figures below are the return of the 42% that is ordinary stock — as little as 20% in one quarter — so a manager whose options thesis lost money can still show a large gain here.

Cloned portfolio

+371.4%

SPY

+70.6%

Annualised alpha

+48.2%

Max drawdown

−28.4%

Estimate. 13F holdings are quarter-lagged, so the clone rebalances about 45 days after each period end — when the filing becomes public — and it excludes option and short positions. Returns use comparable raw closes and exclude dividends. Captured split ratios restate closes onto one basis; only an unusable ratio can exclude earlier closes for that listing. It tracks 42% of reported value on average across 13 quarters. Past performance does not predict future results.

Portfolio Concentration

147 tracked positions · as of Jun 30, 2026 · Δ vs Mar 31, 2026

Top Position

65.4%

+34.6 pts

Top 5

78.0%

+16.6 pts

Top 10

85.0%

+14.5 pts

HHI

4,336

Highly concentrated+3,099

Portfolio Trend

25 quarters · across all stocks

Sector Breakdown

As of Jun 30, 2026

Sector	% Portfolio	Value	Positions
Unclassified	65.5%	$17,123,451,573	2
Technology	13.9%	$3,630,058,643	46
Communication Services	6.5%	$1,697,517,847	5
Industrials	5.3%	$1,376,968,402	29
Financial Services	3.6%	$931,746,129	16
Consumer Cyclical	1.9%	$487,024,774	8
Energy	1.4%	$370,243,128	14
Basic Materials	0.9%	$227,305,792	14
Utilities	0.6%	$155,640,602	5
Consumer Defensive	0.3%	$88,354,198	4
Healthcare	0.3%	$65,547,544	4

Last Quarter's Activity

Export CSV

Jun 30, 2026 vs Mar 31, 2026

Added To

Positions the filer increased

25 positions

Ticker	Company	Δ Shares	Shares	Value
QQQ	Invesco Qqq Trust, Series 1	+17,195,724	23,231,524	$17,107,694,273
PCT	PureCycle Technologies, Inc.	+3,479,089	4,927,873	$39,965,050
PCG	PG&E Corp	+1,491,167	4,531,771	$76,224,388
FLR	Fluor Corp	+871,376	1,001,165	$52,451,034
C	Citigroup Inc	+780,242	1,835,285	$256,866,488
GXO	GXO Logistics, Inc.	+699,896	1,110,869	$56,321,058
DAR	Darling Ingredients Inc.	+645,321	1,053,323	$57,532,502
GLNG	Golar Lng Ltd	+628,398	1,797,559	$89,590,340
AAPL	Apple Inc.	+575,888	2,088,632	$604,366,555
AMZN	Amazon Com Inc	+497,241	547,840	$130,572,185
KBR	Kbr, Inc.	+388,504	458,352	$15,826,894
DB	Deutsche Bank Aktiengesellschaft	+345,123	473,688	$15,991,706
BSX	Boston Scientific Corp	+287,437	460,000	$19,632,800
MSFT	Microsoft Corp	+270,747	322,813	$120,415,705
AA	Alcoa Corp	+260,623	441,738	$23,032,219
CTVA	Corteva, Inc.	+195,571	245,571	$20,797,407
SLVM	Sylvamo Corp	+193,326	448,997	$16,972,086
GS	Goldman Sachs Group Inc	+186,591	246,000	$248,797,020
NSC	Norfolk Southern Corp	+178,236	314,671	$98,992,349
FLS	Flowserve Corp	+137,892	201,393	$14,935,304
ATI	Ati Inc	+100,592	180,935	$35,662,288
ESI	Element Solutions Inc	+62,014	176,361	$8,421,237
CIEN	Ciena Corp	+60,585	127,045	$62,323,195
SW	Smurfit Westrock plc	+34,649	134,649	$6,228,862
TTMI	Ttm Technologies Inc	+32,610	166,379	$31,116,200
No positions match the current search.

Trimmed

Positions the filer reduced

25 positions

Ticker	Company	Δ Shares	Shares	Value
ECHO	EchoStar CORP	−939,352	17,135	$1,739,202
META	Meta Platforms, Inc.	−848,429	1,103,490	$621,584,882
NVDA	Nvidia Corp	−816,627	4,320,432	$864,475,238
RIG	Transocean Ltd.	−550,089	2,619,483	$12,809,271
RTX	RTX Corp	−544,901	11,251	$2,134,652
BKR	Baker Hughes Co	−497,628	47,992	$2,663,556
KRMN	Karman Holdings Inc.	−435,620	4,843	$241,762
TSM	Taiwan Semiconductor Manufacturing Co Ltd	−435,611	18,341	$8,759,111
EQT	EQT Corp	−400,469	1,340,046	$71,250,245
GLW	Corning Inc /Ny	−387,827	5,172	$1,321,083
GOOGL	Alphabet Inc.	−343,297	2,977,702	$1,060,909,363
MU	Micron Technology Inc	−339,595	53,644	$61,920,732
HAL	Halliburton Co	−328,839	562,079	$19,082,582
SLB	Slb Limited/Nv	−272,989	415,613	$19,321,848
TDS	Telephone & Data Systems Inc /De/	−232,360	267,640	$9,905,356
TAC	Transalta Corp	−231,222	2,061,847	$28,515,344
DAL	Delta Air Lines, Inc.	−211,218	353,744	$33,131,663
CRWD	CrowdStrike Holdings, Inc.	−178,378	88,700	$67,690,518
HON	Honeywell International Inc	−177,439	237,512	$53,178,936
EXE	EXPAND ENERGY Corp	−173,869	688,699	$62,802,461
MS	Morgan Stanley	−167,420	69,301	$14,486,681
DDOG	Datadog, Inc.	−157,568	3,857	$1,004,208
COHR	Coherent Corp.	−144,396	101,561	$40,062,767
WDC	Western Digital Corp	−138,467	59,993	$38,318,728
PLTR	Palantir Technologies Inc.	−125,383	920,765	$107,425,652
No positions match the current search.

New Positions

Positions the filer opened this quarter

25 positions

Ticker	Company	Shares	Value
GE	General Electric Co	2,000,000	$747,460,000
AMD	Advanced Micro Devices Inc	423,561	$246,050,819
COF	Capital One Financial Corp	960,000	$192,595,200
ANET	Arista Networks, Inc.	434,152	$73,753,741
NU	Nu Holdings Ltd.	5,310,589	$70,949,469
HONA	Honeywell Aerospace Inc.	279,404	$61,770,636
NKE	NIKE, Inc.	1,100,000	$45,155,000
ALLY	Ally Financial Inc.	973,466	$44,730,762
MOS	Mosaic Co	2,050,000	$43,439,500
KKR	KKR & Co. Inc.	421,705	$38,704,084
OXY	Occidental Petroleum Corp /De/	629,704	$30,584,723
ULTA	Ulta Beauty, Inc.	67,584	$30,479,032
SNOW	Snowflake Inc.	107,699	$27,409,395
SHW	Sherwin Williams Co	73,507	$25,309,930
SPCX	Space Exploration Technologies Corp	140,014	$23,922,792
INTC	Intel Corp	169,689	$23,693,675
AS	Amer Sports, Inc.	616,279	$20,854,881
CCJ	Cameco Corp	174,584	$17,783,126
CE	Celanese Corp	320,489	$14,742,494
PSN	Parsons Corp	263,318	$13,795,230
CORZ	Core Scientific, Inc./tx	510,000	$13,050,900
Q	Qnity Electronics, Inc.	70,268	$11,475,467
ESAB	ESAB Corp	99,570	$9,820,589
PFGC	Performance Food Group Co	82,925	$9,270,185
AMCR	Amcor plc	208,996	$9,059,976
No positions match the current search.

Sold Out

Positions the filer fully exited

25 positions

Ticker	Company	Shares	Value
BABA	Alibaba Group Holding Ltd	626,064	$78,545,989
LMT	Lockheed Martin Corp	103,311	$62,440,135
LHX	L3harris Technologies, Inc. /De/	172,704	$59,608,785
BMY	Bristol Myers Squibb Co	800,000	$48,520,000
V	Visa Inc.	151,738	$45,861,293
JCI	Johnson Controls International plc	350,030	$45,836,428
MA	Mastercard Inc	88,635	$44,287,364
SPOT	Spotify Technology S.A.	90,446	$43,858,169
RAL	Ralliant Corp	1,010,520	$42,027,526
TSEM	Tower Semiconductor Ltd	237,628	$41,698,961
JBL	Jabil Inc	117,637	$31,247,916
PG	PROCTER & GAMBLE Co	207,099	$29,913,379
CVX	Chevron Corp	116,387	$24,080,470
IBM	International Business Machines Corp	81,000	$19,633,590
AXTI	Axt Inc	330,788	$18,848,300
BAC	Bank Of America Corp /De/	350,600	$17,091,750
STUB	StubHub Holdings, Inc.	2,143,423	$13,374,959
LYB	LyondellBasell Industries N.V.	164,124	$13,221,829
DY	Dycom Industries Inc	38,032	$12,886,002
KEX	Kirby Corp	74,590	$9,911,519
JAZZ	Jazz Pharmaceuticals plc	52,017	$9,833,813
ROKU	Roku, Inc	99,162	$9,382,708
EME	EMCOR Group, Inc.	12,589	$9,294,584
DE	Deere & Co	15,586	$8,779,593
PH	Parker-Hannifin Corp	8,908	$7,974,797
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

147 tracked positions · $26,153,858,632 total · filing declares 254 positions · $26,794,348,269 · as of Jun 30, 2026

All sectors Basic Materials Communication Services Consumer Cyclical Consumer Defensive Energy Financial Services Healthcare Industrials Technology Utilities

Showing 1–50 of 147 positions by value · page 1 of 3

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
QQQ	Invesco Qqq Trust, Series 1 PUT CALL + SHARES	Added	23,231,524	+17,195,724	$17,107,694,273	+391.1%	65.41%
GOOGL	Alphabet Inc. PUT CALL + SHARES Communication Services	Reduced	2,977,702	-343,297	$1,060,909,363	+11.1%	4.06%
NVDA	Nvidia Corp PUT CALL + SHARES Technology	Reduced	4,320,432	-816,627	$864,475,238	−3.5%	3.31%
GE	General Electric Co PUT CALL Industrials	NEW	2,000,000	NEW	$747,460,000	NEW	2.86%
META	Meta Platforms, Inc. PUT CALL + SHARES Communication Services	Reduced	1,103,490	-848,429	$621,584,882	−44.3%	2.38%
AAPL	Apple Inc. CALL + SHARES Technology	Added	2,088,632	+575,888	$604,366,555	+57.4%	2.31%
ORCL	Oracle Corp PUT CALL Technology	Held	3,313,600	0	$485,608,080	−0.4%	1.86%
C	Citigroup Inc CALL + SHARES Financial Services	Added	1,835,285	+780,242	$256,866,488	+114.7%	0.98%
GS	Goldman Sachs Group Inc CALL Financial Services	Added	246,000	+186,591	$248,797,020	+395.0%	0.95%
AMD	Advanced Micro Devices Inc CALL + SHARES Technology	NEW	423,561	NEW	$246,050,819	NEW	0.94%
TSLA	Tesla, Inc. PUT CALL + SHARES Consumer Cyclical	Added	561,476	+16,154	$236,156,805	+16.5%	0.90%
COF	Capital One Financial Corp CALL Financial Services	NEW	960,000	NEW	$192,595,200	NEW	0.74%
SNDK	Sandisk Corp Technology	Added	72,771	+15,708	$165,461,605	+356.4%	0.63%
AMAT	Applied Materials Inc /De PUT CALL + SHARES Technology	Added	188,184	+11,091	$136,057,032	+124.8%	0.52%
AMZN	Amazon Com Inc CALL + SHARES Consumer Cyclical	Added	547,840	+497,241	$130,572,185	+1139.0%	0.50%
MSFT	Microsoft Corp PUT CALL + SHARES Technology	Added	322,813	+270,747	$120,415,705	+524.8%	0.46%
PLTR	Palantir Technologies Inc. PUT CALL + SHARES Technology	Reduced	920,765	-125,383	$107,425,652	−29.8%	0.41%
LRCX	Lam Research Corp Technology	Reduced	237,269	-22,652	$102,815,775	+85.1%	0.39%
NSC	Norfolk Southern Corp Industrials	Added	314,671	+178,236	$98,992,349	+152.8%	0.38%
AVGO	Broadcom Inc. Technology	Added	260,115	+23,415	$98,258,441	+34.1%	0.38%
GLNG	Golar Lng Ltd Energy	Added	1,797,559	+628,398	$89,590,340	+41.6%	0.34%
PCG	PG&E Corp Utilities	Added	4,531,771	+1,491,167	$76,224,388	+42.7%	0.29%
ANET	Arista Networks, Inc. Technology	NEW	434,152	NEW	$73,753,741	NEW	0.28%
EQT	EQT Corp Energy	Reduced	1,340,046	-400,469	$71,250,245	−35.7%	0.27%
NU	Nu Holdings Ltd. CALL + SHARES Financial Services	NEW	5,310,589	NEW	$70,949,469	NEW	0.27%
CRWD	CrowdStrike Holdings, Inc. PUT CALL Technology	Reduced	88,700	-178,378	$67,690,518	−35.1%	0.26%
EXE	EXPAND ENERGY Corp Energy	Reduced	688,699	-173,869	$62,802,461	−33.7%	0.24%
CIEN	Ciena Corp Technology	Added	127,045	+60,585	$62,323,195	+141.5%	0.24%
MU	Micron Technology Inc Technology	Reduced	53,644	-339,595	$61,920,732	−53.4%	0.24%
HONA	Honeywell Aerospace Inc. Industrials	NEW	279,404	NEW	$61,770,636	NEW	0.24%
LITE	Lumentum Holdings Inc. Technology	Reduced	71,577	-44,016	$61,417,360	−24.4%	0.23%
DAR	Darling Ingredients Inc. Consumer Defensive	Added	1,053,323	+645,321	$57,532,502	+128.0%	0.22%
GXO	GXO Logistics, Inc. Industrials	Added	1,110,869	+699,896	$56,321,058	+164.3%	0.22%
HON	Honeywell International Inc Industrials	Reduced	237,512	-177,439	$53,178,936	−43.3%	0.20%
FLR	Fluor Corp CALL + SHARES Industrials	Added	1,001,165	+871,376	$52,451,034	+766.3%	0.20%
NKE	NIKE, Inc. PUT Consumer Cyclical	NEW	1,100,000	NEW	$45,155,000	NEW	0.17%
ALLY	Ally Financial Inc. Financial Services	NEW	973,466	NEW	$44,730,762	NEW	0.17%
TER	Teradyne, Inc Technology	Reduced	91,693	-11,277	$44,364,741	+45.3%	0.17%
MOS	Mosaic Co CALL Basic Materials	NEW	2,050,000	NEW	$43,439,500	NEW	0.17%
GEV	GE Vernova Inc. PUT CALL Industrials	Reduced	35,000	-63,160	$41,120,100	−52.0%	0.16%
COHR	Coherent Corp. Technology	Reduced	101,561	-144,396	$40,062,767	−31.6%	0.15%
PCT	PureCycle Technologies, Inc. Industrials	Added	4,927,873	+3,479,089	$39,965,050	+431.5%	0.15%
KKR	KKR & Co. Inc. Financial Services	NEW	421,705	NEW	$38,704,084	NEW	0.15%
WDC	Western Digital Corp Technology	Reduced	59,993	-138,467	$38,318,728	−28.6%	0.15%
STX	Seagate Technology Holdings plc Technology	Reduced	39,320	-86,171	$37,943,800	−22.8%	0.15%
NTRA	Natera, Inc. Healthcare	Reduced	137,049	-105,853	$37,201,951	−23.4%	0.14%
ATI	Ati Inc Industrials	Added	180,935	+100,592	$35,662,288	+205.2%	0.14%
MP	MP Materials Corp. / DE CALL + SHARES Basic Materials	Reduced	610,835	-72,671	$34,212,868	+3.7%	0.13%
DAL	Delta Air Lines, Inc. Industrials	Reduced	353,744	-211,218	$33,131,663	−11.8%	0.13%
VLO	Valero Energy Corp/Tx Energy	Reduced	124,563	-62,007	$32,441,187	−29.6%	0.12%

Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.